Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47793.98 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46399.06 Kr¶

PnL: ---------------------------------------> -489.51 Kr¶

DD now: ---------------------------------> -1.719 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 10:11:20.351815'

Anic Portfolio¶

Today¶

Return: 1.014 %¶

This Week¶

Return: 0.548 %¶

Total¶

Return: 56.465 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.050000 3208.400000 237.400000 7.990000 2971.000006
SAAB B 8 0.980000 3460.000000 83.000000 2.460000 3377.000000
HEBA B 70 -0.770000 2712.500000 76.500000 2.900000 2636.000010
FM Mattsson Mora Group B 50 -0.990000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 2.700000 627.760000 50.760000 8.800000 576.999999
Norva24 Group 16 -0.390000 573.760000 30.760000 5.660000 543.000000
Samhällsbyggnadsbo. i Norden B 20 0.980000 381.900000 26.900000 7.580000 355.000000
Resurs Holding 22 3.360000 595.760000 21.760000 3.790000 573.999998
AcadeMedia 12 -0.170000 578.400000 21.400000 3.840000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
HMS Networks 2 0.520000 690.000000 17.000000 2.530000 673.000000
Intrum 4 -0.260000 534.800000 7.800000 1.480000 527.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Swedbank A 3 1.070000 568.950000 4.950000 0.880000 564.000000
Coor Service Management Hold. 8 1.210000 536.400000 4.400000 0.830000 532.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
Boozt 12 1.990000 1657.200000 3.200000 0.190000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.770000 575.600000 1.600000 0.280000 574.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 242.400000 -3.600000 -1.460000 246.000000
Nordea Bank Abp 29 0.850000 3449.840000 -4.160000 -0.120000 3453.999992
CTEK 13 2.240000 528.970000 -5.030000 -0.940000 533.999999
Securitas B 6 -0.110000 563.160000 -6.840000 -1.200000 570.000000
Karnov Group 9 0.170000 518.400000 -17.600000 -3.280000 536.000004
Midsona B 63 2.180000 560.070000 -22.930000 -3.930000 582.999984
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 0.000000 538.500000 -56.070000 -9.430000 594.565215
Axfood 13 0.000000 3641.300000 -114.700000 -3.050000 3756.000001
OX2 18 1.510000 1448.100000 -215.900000 -12.970000 1663.999992
Ovzon 52 3.960000 3005.600000 -356.400000 -10.600000 3361.999992
Fasadgruppen Group 35 1.230000 3454.500000 -356.500000 -9.350000 3810.999990
TOTAL 46399.060000 -489.510000 -1.71892% 46888.564618

Updated:¶

'2023-01-20 10:11:32.867340'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶